CME Swiss Franc Future September 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0107 |
-0.0063 |
-0.6% |
1.0205 |
| High |
1.0197 |
1.0172 |
-0.0025 |
-0.2% |
1.0225 |
| Low |
1.0095 |
1.0034 |
-0.0061 |
-0.6% |
1.0123 |
| Close |
1.0105 |
1.0125 |
0.0020 |
0.2% |
1.0146 |
| Range |
0.0102 |
0.0138 |
0.0036 |
35.3% |
0.0102 |
| ATR |
0.0074 |
0.0079 |
0.0005 |
6.1% |
0.0000 |
| Volume |
17,962 |
16,494 |
-1,468 |
-8.2% |
65,124 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0463 |
1.0201 |
|
| R3 |
1.0386 |
1.0325 |
1.0163 |
|
| R2 |
1.0248 |
1.0248 |
1.0150 |
|
| R1 |
1.0187 |
1.0187 |
1.0138 |
1.0218 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0126 |
| S1 |
1.0049 |
1.0049 |
1.0112 |
1.0080 |
| S2 |
0.9972 |
0.9972 |
1.0100 |
|
| S3 |
0.9834 |
0.9911 |
1.0087 |
|
| S4 |
0.9696 |
0.9773 |
1.0049 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0410 |
1.0202 |
|
| R3 |
1.0369 |
1.0308 |
1.0174 |
|
| R2 |
1.0267 |
1.0267 |
1.0165 |
|
| R1 |
1.0206 |
1.0206 |
1.0155 |
1.0186 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0154 |
| S1 |
1.0104 |
1.0104 |
1.0137 |
1.0084 |
| S2 |
1.0063 |
1.0063 |
1.0127 |
|
| S3 |
0.9961 |
1.0002 |
1.0118 |
|
| S4 |
0.9859 |
0.9900 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0197 |
1.0034 |
0.0163 |
1.6% |
0.0082 |
0.8% |
56% |
False |
True |
14,521 |
| 10 |
1.0275 |
1.0034 |
0.0241 |
2.4% |
0.0073 |
0.7% |
38% |
False |
True |
14,215 |
| 20 |
1.0368 |
1.0034 |
0.0334 |
3.3% |
0.0075 |
0.7% |
27% |
False |
True |
15,627 |
| 40 |
1.0552 |
1.0034 |
0.0518 |
5.1% |
0.0083 |
0.8% |
18% |
False |
True |
17,640 |
| 60 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0070 |
0.7% |
15% |
False |
True |
11,787 |
| 80 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0063 |
0.6% |
15% |
False |
True |
8,844 |
| 100 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0056 |
0.6% |
15% |
False |
True |
7,076 |
| 120 |
1.0650 |
1.0034 |
0.0616 |
6.1% |
0.0047 |
0.5% |
15% |
False |
True |
5,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0533 |
|
1.618 |
1.0395 |
|
1.000 |
1.0310 |
|
0.618 |
1.0257 |
|
HIGH |
1.0172 |
|
0.618 |
1.0119 |
|
0.500 |
1.0103 |
|
0.382 |
1.0087 |
|
LOW |
1.0034 |
|
0.618 |
0.9949 |
|
1.000 |
0.9896 |
|
1.618 |
0.9811 |
|
2.618 |
0.9673 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0122 |
| PP |
1.0110 |
1.0119 |
| S1 |
1.0103 |
1.0116 |
|